+1,706.4%
MKC vs BWA
+2,606.8%
-900.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -3.0% | +4.3% | -7.2% | -3.5% |
| 30D | +4.8% | -13.0% | +17.8% | +6.6% |
| 3M | -12.8% | -24.8% | +12.0% | -9.8% |
| 6M | +5.0% | -23.5% | +28.5% | +7.9% |
| YTD | -29.1% | +13.8% | -42.9% | -31.3% |
| 1Y | -26.4% | +13.4% | -39.8% | -28.8% |
| 3Y | -21.6% | +62.8% | -84.4% | -28.5% |
| 5Y | -35.2% | +28.5% | -63.7% | -39.9% |
| 10Y | +25.6% | +95.4% | -69.7% | +5.5% |
| All | +1,706.4% | +2,606.8% | -900.3% | +955.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling